kcg2015/Unscented_Kalman_Filter

Unscented Kalman filtering in Python and C++ for tracking and localization applications

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kalman-filtering unscented-kalman-filter unscented-transformation sigma-point-kalman-filter tracking constant-turn-rate-velocity-model estimation process-model mesurement-model additive-process-noise non-additive-process-noise sigma-points sigma-points-augmentation augmented-sigma-points ukf augmentation sigma process-noise non-linear filtering

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